+13.0%
CVNA vs CDW
+23.0%
-10.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -4.8% | +2.6% | -7.3% | -5.2% |
| 30D | +24.1% | +20.4% | +3.7% | +20.3% |
| 3M | +2.6% | +28.5% | -25.9% | -1.9% |
| 6M | -3.1% | +70.6% | -73.7% | -13.3% |
| YTD | -12.5% | +29.1% | -41.6% | -14.9% |
| 1Y | +13.0% | +23.8% | -10.8% | +15.4% |
| All | +13.0% | +23.0% | -10.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling